0.15Open0.14Pre Close7 Volume71 Open Interest42.00Strike Price115.00Turnover17.20%IV3.41%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2050Delta0.2150Gamma272.07Leverage Ratio-0.0155Theta0.0029Rho55.79Eff Leverage0.0218Vega